+420.1%
BKR vs TYL
+14,686.9%
-14,266.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +3.8% | +0.8% | +2.9% | +3.7% |
| 30D | -10.3% | +21.1% | -31.4% | -12.3% |
| 3M | -21.7% | +28.9% | -50.6% | -24.1% |
| 6M | -23.8% | +42.0% | -65.8% | -27.2% |
| YTD | +10.3% | -6.6% | +16.8% | +9.8% |
| 1Y | +5.7% | -9.1% | +14.8% | +5.5% |
| 3Y | +52.6% | +1.8% | +50.8% | +49.8% |
| 5Y | +127.1% | -22.9% | +150.0% | +127.3% |
| 10Y | +56.5% | +182.3% | -125.9% | +35.3% |
| All | +420.1% | +14,686.9% | -14,266.8% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling